Efficient Algorithms for Finite Horizon and Streaming Restless Multi-Armed Bandit Problems.
Aditya S. MateArpita BiswasChristoph SiebenbrunnerSusobhan GhoshMilind TambePublished in: AAMAS (2022)
Keyphrases
- finite horizon
- multi armed bandit problems
- infinite horizon
- optimal control
- optimal policy
- optimal stopping
- markov decision processes
- average cost
- inventory models
- inventory control
- single product
- multistage
- bandit problems
- markov decision process
- dynamic programming
- yield management
- non stationary
- single item
- real time
- lot size
- control strategy
- state space
- production planning
- random variables
- reinforcement learning